Location: Mill Valley, CA
CIK: 0001728201 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 12, 2020
Total Value: $751M (30.7% shares, 69.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INSULET CORP | 24,000,000 | $61.54M | 8.2% | $2.12 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | MERCADOLIBRE INC | 24,000,000 | $60.49M | 8.1% | $1.82 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | MICROCHIP TECHNOLOGY INC. | 38,000,000 | $56.82M | 7.6% | $1.01 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | NICE SYS INC | 17,500,000 | $47.62M | 6.3% | $1.73 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | WRIGHT MED GROUP N V | 28,000,000 | $40.28M | 5.4% | $1.26 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | LIBERTY MEDIA CORP DEL | 32,500,000 | $35.53M | 4.7% | $1.02 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | LIBERTY MEDIA CORP DEL | 42,500,000 | $35.48M | 4.7% | $0.71 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | REALPAGE INC | 22,500,000 | $33.08M | 4.4% | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | PG&E CORP | 300,000 | $29.43M | 3.9% | $98.09 | — | UNIT 99/99/9999 | 69331C140 |
| — | COUPA SOFTWARE INC | 15,000,000 | $27.4M | 3.6% | $1.82 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | SOUTHWEST AIRLS CO | 20,000,000 | $26.2M | 3.5% | $1.21 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | AKAMAI TECHNOLOGIES INC | 20,000,000 | $25.82M | 3.4% | $1.29 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | GSX TECHEDU INC | 450 | $24.07M | 3.2% | — | — | Put | 36257Y959 |
| — | COLFAX CORP | 175,000 | $23.49M | 3.1% | $129.44 | — | UNIT 01/15/2022T | 194014205 |
| — | QTS RLTY TR INC | 135,688 | $19.19M | 2.6% | $141.90 | — | 6.50% CON PFD B | 74736A301 |
| MDB | MONGODB INC | 71,200 | $16.48M | 2.2% | $108.65 | +99.5% | CL A | 60937P106 |
| — | DANAHER CORPORATION | 9,000 | $13.28M | 1.8% | $1246.89 | — | 4.75 MND CV PFD | 235851300 |
| — | NUANCE COMMUNICATIONS INC | 8,500,000 | $12.38M | 1.6% | $0.99 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | KNOWLES CORP | 10,000,000 | $10.72M | 1.4% | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| CLF | CLEVELAND-CLIFFS INC NEW | 1,431,600 | $9.191M | 1.2% | $7.56 | -20.4% | COM | 185899101 |
| NIO | NIO INC | 369,900 | $7.849M | 1.0% | $5.26 | — | SPON ADS | 62914V106 |
| EQT | EQT CORP | 558,300 | $7.219M | 1.0% | $13.78 | 0.0% | COM | 26884L109 |
| — | SOUTHERN CO | 150,000 | $6.981M | 0.9% | $44.29 | — | UNIT 08/01/2022 | 842587602 |
| — | PRA GROUP INC | 6,000,000 | $6.606M | 0.9% | $0.89 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| RPD | RAPID7 INC | 96,200 | $5.891M | 0.8% | $48.07 | +23.6% | COM | 753422104 |
| — | BOSTON SCIENTIFIC CORP | 50,000 | $5.594M | 0.7% | $104.70 | — | 5.50% CNV PFD A | 101137206 |
| — | NEXTERA ENERGY INC | 100,000 | $5.416M | 0.7% | $48.54 | — | UNIT 09/01/2022S | 65339F796 |
| — | DOMINION ENERGY INC | 50,000 | $5.088M | 0.7% | $105.76 | — | UNIT 99/99/9999 | 25746U133 |
| — | INVITAE CORP | 116,000 | $5.029M | 0.7% | $15.35 | — | COM | 46185L103 |
| — | TWITTER INC | 5,015,000 | $4.997M | 0.7% | $0.97 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | NUTANIX INC | 5,000,000 | $4.7M | 0.6% | $0.94 | — | NOTE 1/1 | 67059NAB4 |
| CNK | CINEMARK HLDGS INC | 463,400 | $4.634M | 0.6% | $12.32 | 0.0% | COM | 17243V102 |
| — | SPLUNK INC | 3,000,000 | $4.185M | 0.6% | $1.44 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | ENERGIZER HLDGS INC NEW | 50,000 | $4.162M | 0.6% | $94.68 | — | 7.5 MCNV PFD A | 29272W208 |
| — | NEUROCRINE BIOSCIENCES INC | 3,000,000 | $4.155M | 0.6% | $1.39 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | DISH NETWORK CORPORATION | 4,500,000 | $4.142M | 0.6% | $0.92 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| CNX | CNX RES CORP | 420,500 | $3.97M | 0.5% | $10.20 | 0.0% | COM | 12653C108 |
| — | UTZ BRANDS INC | 506,403 | $3.312M | 0.4% | $6.54 | — | *W EXP 08/28/202 | 918090119 |
| — | HOSTESS BRANDS INC | 3,680,000 | $3.018M | 0.4% | $0.69 | — | *W EXP 11/04/202 | 44109J114 |
| — | DISH NETWORK CORPORATION | 3,297,000 | $2.979M | 0.4% | $0.90 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | AIR TRANSPORT SERVICES GRP I | 108,100 | $2.709M | 0.4% | $22.03 | — | COM | 00922R105 |
| — | YY INC | 2,500,000 | $2.698M | 0.4% | $1.11 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| ECPG | ENCORE CAP GROUP INC | 68,500 | $2.643M | 0.4% | $29.21 | +36.6% | COM | 292554102 |
| POST | POST HLDGS INC | 27,500 | $2.365M | 0.3% | $57.07 | 0.0% | COM | 737446104 |
| — | APOLLO COML REAL EST FIN INC | 2,500,000 | $2.301M | 0.3% | $0.82 | — | NOTE 5.375%10/1 | 03762UAC9 |
| TDOC | TELADOC HEALTH INC | 10,400 | $2.28M | 0.3% | $211.77 | 0.0% | COM | 87918A105 |
| — | PTC THERAPEUTICS INC | 2,000,000 | $2.266M | 0.3% | $1.16 | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | TPG SPECIALTY LENDING INC | 2,100,000 | $2.171M | 0.3% | $0.93 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | NABORS INDS INC NEW | 6,500,000 | $1.804M | 0.2% | $0.75 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | BLACKSTONE MTG TR INC | 1,800,000 | $1.739M | 0.2% | $0.97 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | MERITOR INC | 77,800 | $1.629M | 0.2% | $16.67 | — | COM | 59001K100 |
| — | APELLIS PHARMACEUTICALS INC | 1,500,000 | $1.611M | 0.2% | $1.07 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| GEN | NORTONLIFELOCK INC | 75,900 | $1.582M | 0.2% | $19.32 | 0.0% | COM | 668771108 |
| BKNG | BOOKING HOLDINGS INC | 915 | $1.565M | 0.2% | $1727.91 | 0.0% | COM | 09857L108 |
| — | CARDTRONICS PLC | 75,400 | $1.493M | 0.2% | $22.92 | — | SHS CL A | G1991C105 |
| OI | O-I GLASS INC | 132,500 | $1.403M | 0.2% | $9.82 | +8.8% | COM | 67098H104 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 200,000 | $1.154M | 0.2% | $7.43 | -3.7% | COM | 024061103 |
| LNG | CHENIERE ENERGY INC | 24,900 | $1.152M | 0.2% | $61.55 | -17.6% | COM NEW | 16411R208 |
| ON | ON SEMICONDUCTOR CORP | 46,200 | $1.002M | 0.1% | $20.86 | +1.7% | COM | 682189105 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 46,400 | $967K | 0.1% | $39.52 | -42.6% | COM | 868459108 |
| — | APOLLO COML REAL EST FIN INC | 1,000,000 | $948K | 0.1% | $0.95 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 6,600 | $941K | 0.1% | $110.58 | +12.1% | SHS USD | G50871105 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 11,200 | $852K | 0.1% | $83.72 | +20.8% | COM | 09061G101 |
| SATS | ECHOSTAR CORP | 30,000 | $747K | 0.1% | $30.37 | -8.2% | CL A | 278768106 |
| — | BERRY GLOBAL GROUP INC | 15,000 | $725K | 0.1% | $33.72 | — | COM | 08579W103 |
| EEFT | EURONET WORLDWIDE INC | 7,300 | $665K | 0.1% | $152.87 | -36.2% | COM | 298736109 |
| — | IMMATICS N.V | 100,000 | $337K | 0.0% | $3.37 | — | *W EXP 07/01/202 | N44445117 |
| ADNT | ADIENT PLC | 16,500 | $286K | 0.0% | $17.43 | 0.0% | ORD SHS | G0084W101 |
| BHC | BAUSCH HEALTH COS INC | 13,000 | $202K | 0.0% | $24.11 | -28.6% | COM | 071734107 |
| — | DONNELLEY R R & SONS CO | 102,500 | $150K | 0.0% | $2.99 | — | COM | 257867200 |
| FPH | FIVE POINT HOLDINGS LLC | 30,000 | $125K | 0.0% | $5.03 | -3.6% | COM CL A | 33833Q106 |
| — | BRISTOL-MYERS SQUIBB CO | 50,000 | $113K | 0.0% | $2.26 | — | RIGHT 99/99/9999 | 110122157 |